rebuild(stage-8): deliver market insight workspaces

This commit is contained in:
leefer
2026-07-30 04:12:04 +08:00
parent a18e8e9d27
commit 976a5cac03
39 changed files with 3671 additions and 14 deletions
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from datetime import datetime
from zoneinfo import ZoneInfo
from backend.data.contracts import (
DataSource,
DataUsage,
ObservationMetadata,
ProviderResult,
SnapshotState,
)
from backend.data.gateway import MarketDataUnavailable
from backend.data.repository import MarketRepository
from backend.database.connection import Database
from backend.database.migrations import MIGRATIONS, MigrationRunner
from backend.features.market.insights.auction import build_auction, build_watchlist_rows
from backend.features.market.insights.dragon import build_dragon_list
from backend.features.market.insights.popularity import build_popularity
from backend.features.market.insights.service import MarketInsightService
from backend.features.market.insights.themes import build_theme_detail, build_theme_library
SHANGHAI = ZoneInfo("Asia/Shanghai")
def test_auction_keeps_market_cores_and_isolates_real_limit_price() -> None:
directory = {
f"000{index:03d}.SZ": {
"identifier": f"000{index:03d}.SZ",
"code": f"000{index:03d}",
"name": "ST样本" if index == 1 else f"样本{index}",
"sector": "机器人",
}
for index in range(1, 36)
}
prior_limits = [
{
"identifier": identifier,
"code": stock["code"],
"name": stock["name"],
"sector": "机器人",
"streak": 3,
"amount": index * 10_000_000,
}
for index, (identifier, stock) in enumerate(directory.items(), start=1)
]
rows = tuple(
{
"ts_code": identifier,
"price": 11 if index == 1 else 10.5,
"pre_close": 10,
"amount": 5_000_000,
"vol": 500_000,
"turnover_rate": 0.2,
"volume_ratio": 1.5,
}
for index, identifier in enumerate(directory, start=1)
)
result = build_auction(
trade_date="2026-07-30",
raw_rows=rows,
price_limits=({"ts_code": "000001.SZ", "up_limit": 11},),
directory=directory,
prior_snapshot={
"limits": prior_limits,
"broken": [],
"sectors": [{"name": "机器人", "count": 35}],
},
ths_hot=(),
dc_hot=(),
history=[
{"trade_date": "2026-07-29", "amount_billion": 1.2, "stock_count": 35}
],
dynamic=False,
)
assert result["summary"]["one_price_count"] == 1
assert result["one_price_rows"][0]["code"] == "000001"
assert result["one_price_rows"][0]["is_market_core"] is True
assert len(result["focus_rows"]) == 34
assert result["summary"]["amount_billion"] == result["amount_history"][-1]["amount_billion"]
def test_watchlist_rows_are_built_only_from_current_account_entries() -> None:
market = [
{
"identifier": "000001.SZ",
"code": "000001",
"name": "平安银行",
"sector": "银行",
"change": 1.5,
"amount_million": 10,
"volume_ratio": 1.2,
}
]
rows = build_watchlist_rows(
market,
[],
[],
({"identifier": "000001.SZ", "name": "平安银行", "sector": "银行"},),
)
assert [row["identifier"] for row in rows] == ["000001.SZ"]
assert rows[0]["is_watchlist"] is True
assert rows[0]["available"] is True
def test_watchlist_repository_isolates_accounts(tmp_path) -> None:
database = Database(tmp_path / "watchlists.db")
MigrationRunner(database).upgrade(MIGRATIONS)
repository = MarketRepository()
with database.transaction() as connection:
for user_id, username in ((1, "account-a"), (2, "account-b")):
connection.execute(
"""
INSERT INTO users (
id, username, username_key, password_hash, is_admin,
status, created_at, updated_at
) VALUES (?, ?, ?, 'hash', 0, 'active', '2026-07-30', '2026-07-30')
""",
(user_id, username, username),
)
connection.executemany(
"""
INSERT INTO watchlist_entries (
user_id, identifier, name, sector, created_at
) VALUES (?, ?, ?, ?, '2026-07-30')
""",
(
(1, "000001.SZ", "平安银行", "银行"),
(2, "000002.SZ", "万科A", "房地产"),
),
)
with database.read() as connection:
first = repository.watchlist(connection, 1)
second = repository.watchlist(connection, 2)
assert [row["identifier"] for row in first] == ["000001.SZ"]
assert [row["identifier"] for row in second] == ["000002.SZ"]
def test_popularity_preserves_single_source_without_false_consensus() -> None:
ths = (
{
"data_type": "热股",
"rank": 1,
"ts_code": "000001.SZ",
"ts_name": "平安银行",
"pct_change": 2,
"concept": '["银行"]',
},
)
result = build_popularity("2026-07-30", ths, (), (), ())
assert result["summary"] == {"ths_count": 1, "dc_count": 0, "dual_count": 0}
assert result["combined"][0]["dual_source"] is False
assert result["combined"][0]["concepts"] == ["银行"]
def test_theme_library_and_detail_keep_quote_and_member_empty_states_separate() -> None:
library = build_theme_library(
"2026-07-30",
(
{
"ts_code": "885001.TI",
"name": "机器人",
"count": 2,
"exchange": "A",
"type": "N",
},
),
(),
(),
)
assert library["summary"]["theme_count"] == 1
assert library["summary"]["quoted_count"] == 0
detail = build_theme_detail(
"2026-07-30",
library["items"][0],
({"con_code": "000001.SZ", "con_name": "平安银行"},),
(),
)
assert detail["summary"]["member_count"] == 1
assert detail["summary"]["quoted_count"] == 0
assert detail["members"][0]["quoted"] is False
def test_dragon_list_distinguishes_missing_and_unclassified_seats() -> None:
stocks = (
{
"ts_code": "000001.SZ",
"name": "平安银行",
"pct_change": 3.2,
"reason": "日涨幅偏离值达7%",
},
)
missing = build_dragon_list(
trade_date="2026-07-30",
official_rows=(),
profile_rows=(),
stock_rows=stocks,
seat_rows=(),
aliases={},
)
assert missing["status"] == "detail_missing"
assert "1 只股票上榜" in missing["message"]
seats = (
{
"ts_code": "000001.SZ",
"exalter": "测试营业部",
"buy": 20_000_000,
"sell": 5_000_000,
"net_buy": 15_000_000,
},
)
pending = build_dragon_list(
trade_date="2026-07-30",
official_rows=(),
profile_rows=(),
stock_rows=stocks,
seat_rows=seats,
aliases={},
)
assert pending["status"] == "unclassified"
assert pending["summary"]["unclassified_count"] == 1
classified = build_dragon_list(
trade_date="2026-07-30",
official_rows=(),
profile_rows=(),
stock_rows=stocks,
seat_rows=seats,
aliases={"测试营业部": "测试游资"},
)
assert classified["status"] == "success"
assert classified["traders"][0]["name"] == "测试游资"
class AuctionGateway:
def __init__(self, dynamic_available: bool = True) -> None:
self.dynamic_available = dynamic_available
def trading_dates(self, through: str, limit: int = 2) -> tuple[str, ...]:
dates = ("2026-07-30", "2026-07-29", "2026-07-28")
return tuple(value for value in dates if value <= through)[:limit]
def insight_inputs(
self, kind: str, trade_date: str, previous: str = "", identifier: str = ""
) -> dict:
assert kind == "auction"
return {
"auction": result(()),
"price_limits": result(({"ts_code": "000001.SZ", "up_limit": 11},)),
"ths_hot": result(()),
"dc_hot": result(()),
}
def stock_directory(self) -> dict[str, dict]:
return {
"000001.SZ": {
"identifier": "000001.SZ",
"code": "000001",
"name": "平安银行",
"sector": "银行",
}
}
def dynamic_auction(
self, identifiers: tuple[str, ...], start_time: str, end_time: str
) -> ProviderResult:
if not self.dynamic_available:
raise MarketDataUnavailable("动态竞价暂不可用")
assert identifiers == ("000001.SZ",)
assert start_time.endswith("09:15:00")
return result(
(
{
"thscode": "000001.SZ",
"time": end_time,
"latest": 10.5,
"preClose": 10,
"volume": 1_000_000,
"amount": 10_500_000,
"turnoverRatio": 0.2,
"volumeRatio": 1.5,
},
),
source=DataSource.IFIND,
state=SnapshotState.REALTIME,
)
def result(
rows: tuple[dict, ...],
*,
source: DataSource = DataSource.TUSHARE,
state: SnapshotState = SnapshotState.ARCHIVE,
) -> ProviderResult:
return ProviderResult(
rows,
ObservationMetadata(
source=source,
observed_at=datetime(2026, 7, 30, 9, 20, tzinfo=SHANGHAI),
unit="mixed",
adjustment="not_applicable",
freshness_seconds=0,
coverage=1,
state=state,
usage=DataUsage.CALCULATION,
),
)
def insight_service(tmp_path, dynamic_available: bool = True) -> MarketInsightService:
database = Database(tmp_path / "insights.db")
MigrationRunner(database).upgrade(MIGRATIONS)
repository = MarketRepository()
prior = {
"trade_date": "2026-07-29",
"limits": [
{
"identifier": "000001.SZ",
"code": "000001",
"name": "平安银行",
"sector": "银行",
"streak": 1,
"amount": 200_000_000,
}
],
"broken": [],
"sectors": [{"name": "银行", "count": 1}],
}
with database.transaction() as connection:
repository.save_summary(
connection,
trade_date="2026-07-29",
observed_at="2026-07-29T15:00:00+08:00",
state="final",
source="tushare",
coverage=1,
payload=prior,
)
return MarketInsightService(
database, repository, AuctionGateway(dynamic_available) # type: ignore[arg-type]
)
def test_auction_lifecycle_uses_live_snapshot_then_archives_925_result(tmp_path) -> None:
service = insight_service(tmp_path)
observing = service.auction(
"2026-07-30", user_id=1, now=datetime(2026, 7, 30, 9, 20, tzinfo=SHANGHAI)
)
assert observing["phase"] == "observing"
assert observing["trade_date"] == "2026-07-30"
assert observing["dynamic"] is True
assert observing["current_available"] is True
selection = service.auction(
"2026-07-30", user_id=1, now=datetime(2026, 7, 30, 9, 26, tzinfo=SHANGHAI)
)
assert selection["phase"] == "selection"
assert selection["state"] == "final"
with service._database.read() as connection:
stored = service._repository.insight_snapshot(
connection, "auction", "2026-07-30"
)
assert stored is not None
def test_observing_without_dynamic_data_never_disguises_previous_archive(tmp_path) -> None:
service = insight_service(tmp_path, dynamic_available=False)
previous = {
"trade_date": "2026-07-29",
"observed_at": "2026-07-29T09:25:00+08:00",
"state": "archive",
"summary": {"stock_count": 1, "amount_billion": 0.1},
"focus_rows": [],
"one_price_rows": [],
"rows": [],
"amount_history": [],
}
with service._database.transaction() as connection:
service._repository.save_insight_snapshot(
connection,
kind="auction",
trade_date="2026-07-29",
entity_key="",
observed_at=previous["observed_at"],
state="archive",
source="tushare",
coverage=1,
payload=previous,
)
current = service.auction(
"2026-07-30", user_id=1, now=datetime(2026, 7, 30, 9, 20, tzinfo=SHANGHAI)
)
assert current["trade_date"] == "2026-07-29"
assert current["carried_forward"] is True
assert current["current_available"] is False
assert "动态竞价暂不可用" in current["message"]